All volumes except for the final index volume are now available online. The final volume is still under copyright (it was not published until 1938, and its copyright was renewed in 1965). However, the 6 volumes online work on their own, and I have listed them that way.
Here are the legends volumes, courtesy Project Gutenberg:
This is a "meta-book", which stitches together separate files elsewhere on the Web as they appeared in a previously published book. It is subject to removal if someone produces an integrated edition. If that happens, The Online Books Page will point to the integrated version.